If you receive messages with "Delivery Failure" subject without having sent the mail which these messages refer to

It is standard practice for the spammers to use valid email accounts to send mails: this means that the spammer in the mail text has used your account as the sender.
The error messages, therefore, return to you. This does not mean that the spammer has access to your account, but only that the "spam" email has been sent with your address as sender, precisely to generate confusion.